+548.6%
FAST vs EOG
+131.8%
+416.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +4.3% | +4.6% | -0.3% | +3.5% |
| 30D | +8.3% | +2.9% | +5.5% | +7.7% |
| 3M | +6.5% | +8.0% | -1.5% | +4.8% |
| 6M | +29.5% | +17.0% | +12.5% | +25.3% |
| YTD | +41.3% | +51.1% | -9.8% | +29.9% |
| 1Y | +37.4% | +45.1% | -7.7% | +27.2% |
| 3Y | +98.5% | +39.4% | +59.1% | +83.6% |
| 5Y | +111.1% | +105.6% | +5.5% | +76.2% |
| 10Y | +548.6% | +133.5% | +415.1% | +398.5% |
| All | +548.6% | +131.8% | +416.8% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling